Events of Borel sets, construction of Borel sets and random variables for stochastic finance

DOI10.2478/FORMA-2014-0022zbMath1311.28001OpenAlexW753843557MaRDI QIDQ2344189

Peter Jaeger

Publication date: 12 May 2015

Published in: Formalized Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/forma-2014-0022

zbMATH Keywords

eventBorel setrandom variable

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Mechanization of proofs and logical operations (03B35) Axioms; other general questions in probability (60A05) Actuarial science and mathematical finance (91G99)

Related Items (1)

Modelling real world using stochastic processes and filtration

Cites Work

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• Random Variables and Product of Probability Spaces
• Semantics of MML Query - Ordering
• Elementary Introduction to Stochastic Finance in Discrete Time
• Stochastic finance. An introduction in discrete time
• Linear algebra

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